+391.0%
DDOG vs RIG
-12.1%
+403.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.8% | +3.0% |
| 7D | -2.3% | -2.6% | +0.3% | -2.0% |
| 30D | -35.8% | -5.2% | -30.6% | -35.3% |
| 3M | -25.3% | -8.6% | -16.7% | -24.6% |
| 6M | -8.9% | -18.9% | +10.1% | -7.0% |
| YTD | +35.6% | +28.6% | +7.0% | +29.8% |
| 1Y | -6.8% | +25.5% | -32.3% | -10.5% |
| 3Y | +77.9% | -20.2% | +98.0% | +74.2% |
| 5Y | -3.1% | +53.9% | -57.0% | -14.0% |
| All | +391.0% | -12.1% | +403.1% | +312.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling